Webcast: Unconstrained Fixed Income – How does it fit? 1 CE Credit

This webcast explores a framework for incorporating Nontraditional Bond Funds in building better fixed income solutions for clients.

Host: Chris Wilson, CFA, Senior Client Portfolio Manager, Voya Investment Management
Location: Webcast
Date:
December 9, 2019, 1:00 - 2:00PM EST

Whether pairing Intermediate Bond (Core / Core Plus) Funds with Nontraditional Bond Funds or exploring fixed income portfolios having strategic allocations to fixed income plus sectors such as High Yield, Bank Loans and Emerging Markets, Nontraditional Bond Funds can serve as an important diversifier and complement in fixed income allocations.

Participants will gain an understanding of:

  • Structuring a framework for identifying how to implement Unconstrained Fixed Income into client portfolios
  • Utilize Sharpe Ratios and Correlation Analysis to identify appropriate allocations
  • The impact from manager selection between top quartile funds relative to the broad fund category
  • Key issues to consider when customizing your framework
  • Thinking about Unconstrained Fixed Income beyond duration diversification
  • Evaluating different approaches to implement across client portfolios

Accepted for one hour of CFP® CE Credit and CIMA®, CIMC®, CPWA® or RMASM CE Credit for live webcast attendees. RIA Database is registered with the CFA Institute as a Sponsored Provider of Live CE Programs for CFA Charterholders.

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